PHX Energy Services Corp (PHX.TO)
9.76
+0.27
(+2.85%)
CAD |
TSX |
Nov 21, 16:00
PHX Energy Services Max Drawdown (5Y): 90.01% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 90.01% |
| August 31, 2024 | 90.01% |
| July 31, 2024 | 90.01% |
| June 30, 2024 | 90.01% |
| May 31, 2024 | 90.01% |
| April 30, 2024 | 90.01% |
| March 31, 2024 | 90.01% |
| February 29, 2024 | 90.01% |
| January 31, 2024 | 90.01% |
| December 31, 2023 | 90.01% |
| November 30, 2023 | 90.01% |
| October 31, 2023 | 90.01% |
| September 30, 2023 | 90.01% |
| August 31, 2023 | 90.01% |
| July 31, 2023 | 90.01% |
| June 30, 2023 | 90.01% |
| May 31, 2023 | 90.01% |
| April 30, 2023 | 90.01% |
| March 31, 2023 | 90.01% |
| February 28, 2023 | 90.01% |
| January 31, 2023 | 90.01% |
| December 31, 2022 | 90.01% |
| November 30, 2022 | 90.01% |
| October 31, 2022 | 90.01% |
| September 30, 2022 | 90.01% |
| Date | Value |
|---|---|
| August 31, 2022 | 90.01% |
| July 31, 2022 | 90.01% |
| June 30, 2022 | 90.01% |
| May 31, 2022 | 90.01% |
| April 30, 2022 | 90.01% |
| March 31, 2022 | 90.01% |
| February 28, 2022 | 90.01% |
| January 31, 2022 | 90.01% |
| December 31, 2021 | 90.01% |
| November 30, 2021 | 90.01% |
| October 31, 2021 | 90.01% |
| September 30, 2021 | 90.01% |
| August 31, 2021 | 90.01% |
| July 31, 2021 | 90.01% |
| June 30, 2021 | 90.01% |
| May 31, 2021 | 90.01% |
| April 30, 2021 | 90.01% |
| March 31, 2021 | 90.01% |
| February 28, 2021 | 90.01% |
| January 31, 2021 | 90.01% |
| December 31, 2020 | 90.01% |
| November 30, 2020 | 92.53% |
| October 31, 2020 | 92.53% |
| September 30, 2020 | 92.53% |
| August 31, 2020 | 92.53% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
90.01%
Minimum
Dec 2020
92.53%
Maximum
Nov 2019
90.57%
Average
90.01%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Ensign Energy Services Inc | 96.76% |
| Obsidian Energy Ltd | 98.78% |
| Precision Drilling Corp | 95.21% |
| Condor Energies Inc | 88.10% |
| Squatex Energy and Resources Inc | 98.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.55 |
| Beta (5Y) | 2.322 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.95% |
| Historical Sharpe Ratio (5Y) | 0.4575 |
| Historical Sortino (5Y) | 0.6465 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.60% |